Weighted Means

The GLM Procedure

Weighted Means

In previous releases, if you specified a WEIGHT statement and one or more of the multiple comparisons options, PROC GLM estimated the variance of the difference between weighted group means for group i and j as

MSE×([1/(n_i)] + [1/(n_j)])

where MSE is the (weighted) mean square for error and n_i is the size of group i. This variance is involved in all of the multiple comparison methods. Beginning with Release 6.12, the variance of the difference between weighted group means for group i and j is computed as

MSE×([1/(w_i)] + [1/(w_j)])

where w_i is the sum of the weights for the observations in group i.

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